How to Add Check Box Select,Select All, Unselect and Unselect All Functionality in Gridview Column

First Add Check Box column in Gridview as Follows

 <asp:GridView runat="server" ID="grv" AutoGenerateColumns="false" GridLines="Vertical"  
     BorderWidth="0" AllowPaging="true" PagerStyle-HorizontalAlign="Center" OnRowCreated="grvClassCaption_RowCreated">  
     <Columns>  
       <asp:TemplateField HeaderStyle-HorizontalAlign="Center" HeaderText="Select All" ItemStyle-HorizontalAlign="Center"  
         HeaderStyle-CssClass="GridHeader" ItemStyle-Width="200px">  
         <HeaderTemplate>  
           <asp:CheckBox ID="chkHeader" runat="server" Text="Select All" Onclick="SetCheckBoxes(this)" />  
         </HeaderTemplate>  
         <ItemTemplate>  
           <asp:CheckBox ID="chkBox" runat="server" Text="Select" Onclick="ChangeHeader()" />  
         </ItemTemplate>  
       </asp:TemplateField>  
       <asp:TemplateField HeaderStyle-HorizontalAlign="Center" HeaderText="Name" ItemStyle-HorizontalAlign="Center"  
         HeaderStyle-CssClass="GridHeader" ItemStyle-VerticalAlign="Top" ItemStyle-CssClass="GridColumn"  
         ItemStyle-Width="200px">  
         <ItemTemplate>  
           <asp:Label ID="lblName" runat="server" Text='<%# Eval("Name")%>'></asp:Label>  
         </ItemTemplate>  
       </asp:TemplateField>  
     </Columns>  
   </asp:GridView>  
   <div>  
     <asp:Button ID="Button1" runat="server" Text="SAVE" OnClick="BtnSave_Click" />  
   </div>  

And ADD Following Script to the header of page

 <script type="text/javascript">  
     function ChangeHeader()  
     {  
       var Parent = document.getElementById("<%=grv.ClientID %>");  
       var chkList = Parent.getElementsByTagName('input');  
       chkList[0].checked = true;  
       for (i = 1; i < chkList.length; i++) {  
         if (!chkList[i].checked) {  
           chkList[0].checked = false;  
         }  
       }  
     }  
     function SetCheckBoxes(chkHeader)   
     {  
       var Parent = document.getElementById("<%=grv.ClientID %>");  
       var chkList = Parent.getElementsByTagName('input');  
       if (chkHeader.checked) {  
         for (i = 0; i < chkList.length; i++) {  
           chkList[i].checked = true;  
         }  
       }  
       else {  
         for (i = 0; i < chkList.length; i++) {  
           chkList[i].checked = false;  
         }  
       }  
     }  
 </script>  

On SAVE button click Check the check box Condition

  protected void BtnSave_Click(object sender, EventArgs e)  
     {  
         int count = 0;  
         for (int i = 0; i < grv.Rows.Count; i++)  
         {  
           GridViewRow row = grv.Rows[i];  
           bool isChecked = ((CheckBox)row.FindControl("chkBox")).Checked;  
           if (isChecked)  
           {  
             count++;  
           }  
         }  
         if (count != 0)  
         {  
           SaveData(); //save the data to database  
         }  
 }